Order flow in the financial markets from the perspective of the fractional Lévy stable motion (Q2060649)
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English | Order flow in the financial markets from the perspective of the fractional Lévy stable motion |
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Order flow in the financial markets from the perspective of the fractional Lévy stable motion (English)
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13 December 2021
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time-series and signal analysis
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discrete
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stochastic dynamics
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quantitative finance
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scaling in socio-economic systems
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fractional dynamics
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